+84.8%
OKTA vs EWJ
+73.0%
+11.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -4.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.7% |
| 30D | +13.0% | +0.8% | +12.2% | +12.4% |
| 3M | +41.7% | +7.5% | +34.2% | +34.6% |
| 6M | +105.9% | +15.6% | +90.3% | +85.0% |
| YTD | +92.6% | +22.7% | +69.8% | +63.5% |
| 1Y | +81.1% | +26.4% | +54.6% | +49.8% |
| 3Y | +84.8% | +72.5% | +12.3% | +10.3% |
| All | +84.8% | +73.0% | +11.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling